Transformations, Ultimates, and other Rare capsules

Most of the major characters can unlock their ultimate moves by defeating Kid Buu but minor characters won't (i.e. Tien). Earliest method in DW to get first level transformations is defeating Frieza on stage 3.

Unlockable

How to Unlock

Angry Explosion (Majin Buu)

Get 6185 kili in Babidi's Spaceship

Bibidi's Guard

Get 8000 kili in Babidi's Spaceship

Big Bang Attack (Vegeta)

Defeat Kid Buu on stage 9 with Vegeta

Dabura Cookie

Get 6790 kili in Babidi's Spaceship

Demonic Will (Dabura)

Get 540 kili in Babidi's Spaceship

Fierce Destructo Disc (Krillin)

Defeat Super Buu on stage 8 or Kid Buu on stage 9 with Krillin

First Level Transformation Capsule (except Goku)

Defeat Frieza on stage 3 with that character

Hell Blade Rush (Dabura)

Get 4040 kili in Babidi's Spaceship

Hellzone Grenade (Piccolo)

Defeat Kid Buu on stage 9 with Piccolo

Hercule Special (Hercule)

Defeat Kid Buu on stage 9 with Hercule

Human Candy

Get 7175 kili in Babidi's Spaceship

Loyalty to Babidi (Dabura)

Get 4975 kili in Babidi's Spaceship

Present For You (Hercule)

Defeat Super Buu on stage 8 with Hercule before Gohan absorption.

Toxic Chocolate

Get 7505 kili in Babidi's Spaceship

Unlock Potential(Krillin)

On stage 3 go to the spot on the right of the farthest spot in the upper left with a ki down symbol

Warp Kamehameha (Kid Buu)

Get 8660 kili in Babidi's Spaceship

Z-Sword

On stage 9 go towards the hidden spot behind the mountain with the Z-Sword

Easter Eggs

Master Roshi's Spinning Turtle Top

You can make Master Roshi move on the loading screen by rotating the analog stick to increase his spinning speed. Once he gets up to a good speed, you can move the analog stick left and right to make him move. You can even make him jump up and down sometimes!

Secrets

Play in the Night version of some Stages

When selecting a stage to battle in, instead of using the A button, select the stage with the Y button. Some stages don't have a night version, but they may start off in a different part of that stage while choosing it with the Y button, like if you pick the Red Ribbon base with the Y button, you will start outside instead of inside.

Trunks's Sword

If you play as Trunks with his "normal" capsules, he will fight without his sword on his back. However, if you equip the capsule "Burning Slash" in his skill slots, he will start out the battle wearing his sword.